+84.9%
RUN vs ALK
-39.7%
+124.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.4% |
| 7D | +0.3% | +12.9% | -12.6% | -6.3% |
| 30D | +14.0% | +5.5% | +8.5% | +10.2% |
| 3M | -11.8% | -12.1% | +0.4% | -6.6% |
| 6M | -40.4% | +1.7% | -42.1% | -42.1% |
| YTD | -52.7% | -17.4% | -35.2% | -48.9% |
| 1Y | -52.5% | -1.9% | -50.6% | -53.1% |
| 3Y | -7.7% | +21.2% | -29.0% | -25.7% |
| 5Y | -83.9% | -27.8% | -56.1% | -82.9% |
| 10Y | +84.9% | -41.0% | +126.0% | +67.9% |
| All | +84.9% | -39.7% | +124.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling